+808.5%
MS vs SGI
+277.9%
+530.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.1% |
| 7D | +1.4% | +8.5% | -7.2% | -1.1% |
| 30D | -0.3% | +0.7% | -0.9% | -0.6% |
| 3M | +0.3% | +0.6% | -0.3% | -0.5% |
| 6M | +31.3% | -17.9% | +49.3% | +37.7% |
| YTD | +24.7% | -21.2% | +45.8% | +31.9% |
| 1Y | +47.9% | -18.9% | +66.8% | +54.4% |
| 3Y | +178.3% | +52.6% | +125.7% | +137.4% |
| 5Y | +144.9% | +60.7% | +84.2% | +98.0% |
| All | +808.5% | +277.9% | +530.6% | +403.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SGI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling